| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -702744.6088 | 131335.851 | -834080.4598 | -585331.089 | -4820305.2197 | 4234974.1307 |
| Total P&L (%) | -702.7446 | 131.3359 | -834.0805 | -585.3311 | -4820.3052 | 4234.9741 |
| Avg Daily Profit (%) | -0.3864 | 0.0722 | -0.4586 | 0 | 0 | 0.2075 |
| Buy And Hold Return (%) | 640.9545 | 640.9545 | 640.9545 | 640.9545 | 640.9545 | 640.9545 |
| Max Trade Drawdown | -778868 | -143615 | -843472 | -10150935 | -7035311 | -3722849 |
| Profit Factor | 0.521 | 1.4209 | 0.2779 | 0.9725 | 0.554 | 1.4028 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 43 | 24 | 19 | 40 | 20 | 20 |
| Losing Trades | 38 | 17 | 21 | 41 | 21 | 20 |
| Profitability (%) | 53.0864 | 58.5366 | 47.5 | 49.3827 | 48.7805 | 50 |
| Ratio Avg Win / Avg Loss | 0.4604 | 1.0064 | 0.3072 | 0.9969 | 0.5817 | 1.4028 |
| Largest Winning Trade | 87267 | 87267 | 62618 | 9391933 | 1392487 | 9391933 |
| Largest Losing Trade | -407038 | -78623 | -407038 | -6553232 | -6553232 | -3257254 |
| Avg Bars in Trades | 131 | 138 | 124 | 131 | 138 | 124 |
| Avg Bars in Winners | 80 | 77 | 83 | 120 | 139 | 102 |
| Avg Bars in Losers | 190 | 224 | 161 | 142 | 138 | 146 |
| Bars Traded | 10665 | 5683 | 4982 | 10665 | 5683 | 4982 |
| Profit Streak | 4.2749 | 67.7749 | 0 | 0 | 0 | 13.4415 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -596619 | -258951 | -581722 | -597295 | -581216 | 330598 |
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10912,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603944000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757874948063,
"expiration_time": 1762579584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.93958
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 223,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-702744.608828084,
131335.8509579394,
-834080.4597860237,
-585331.088982688,
-4820305.219687886,
4234974.130705195
],
[
-702.744609,
131.335851,
-834.08046,
-585.331089,
-4820.30522,
4234.974131
],
[
-0.386406,
0.072215,
-0.458621,
0,
0,
0.207471
],
[
640.954484,
640.954484,
640.954484,
640.954484,
640.954484,
640.954484
],
[
-778868,
-143615,
-843472,
-10150935,
-7035311,
-3722849
],
[
0.521032,
1.420868,
0.277944,
0.972547,
0.554013,
1.402831
],
[
81,
41,
40,
81,
41,
40
],
[
43,
24,
19,
40,
20,
20
],
[
38,
17,
21,
41,
21,
20
],
[
53.08642,
58.536585,
47.5,
49.382716,
48.780488,
50
],
[
0.460447,
1.006448,
0.307201,
0.996861,
0.581714,
1.402831
],
[
87267,
87267,
62618,
9391933,
1392487,
9391933
],
[
-407038,
-78623,
-407038,
-6553232,
-6553232,
-3257254
],
[
131,
138,
124,
131,
138,
124
],
[
80,
77,
83,
120,
139,
102
],
[
190,
224,
161,
142,
138,
146
],
[
10665,
5683,
4982,
10665,
5683,
4982
],
[
4.274862,
67.774862,
0,
0,
0,
13.441528
],
[
1,
3,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-596619,
-258951,
-581722,
-597295,
-581216,
330598
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10912,
"evaluation_days": 1818.67,
"actual_first_datapoint_time": 1600747200000,
"first_datapoint_time": 1603944000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757874948063,
"expiration_time": 1762579584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.93958
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 223,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|